+139.4%
QLD vs FITB
+123.2%
+16.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FITB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +3.0% |
| 7D | -10.3% | -1.5% | -8.7% | -9.4% |
| 30D | -26.1% | +5.8% | -31.9% | -28.4% |
| 3M | -17.8% | -6.1% | -11.6% | -14.8% |
| 6M | -15.6% | +5.9% | -21.5% | -19.1% |
| YTD | +5.4% | +16.1% | -10.7% | -5.9% |
| 1Y | +5.2% | +28.8% | -23.6% | -12.5% |
| 3Y | +139.4% | +126.0% | +13.4% | +63.1% |
| All | +139.4% | +123.2% | +16.2% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside FITB.
Daily Out/Under-Performance
Portfolio return minus FITB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FITB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded FITB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling